-19.6%
CLX vs Q
+78.4%
-98.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.1% |
| 7D | -4.9% | +6.6% | -11.5% | -4.7% |
| 30D | -15.8% | -6.6% | -9.3% | -16.0% |
| 3M | -7.9% | -13.2% | +5.3% | -8.8% |
| 6M | -19.0% | +9.9% | -29.0% | -21.2% |
| YTD | -7.9% | +53.9% | -61.9% | -9.1% |
| All | -19.6% | +78.4% | -98.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling